+82.3%
F vs OKTA
+651.0%
-568.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | +1.0% | -6.0% | +6.9% | +1.6% |
| 30D | +2.1% | -23.2% | +25.3% | +4.8% |
| 3M | -10.3% | +18.3% | -28.6% | -13.2% |
| 6M | +3.3% | +112.6% | -109.3% | -8.3% |
| YTD | -2.0% | +106.3% | -108.3% | -13.3% |
| 1Y | -2.3% | +108.0% | -110.3% | -13.7% |
| 3Y | +49.9% | +163.2% | -113.3% | +26.0% |
| 5Y | -12.5% | -30.9% | +18.4% | -21.8% |
| All | +82.3% | +651.0% | -568.7% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling